Shrimps main allergen is tropomyosin. Of course shrimps have chitin too, but usually humans don't eat shrimps chitin shell. :)

You are right that chitin do not allow fats to be absorbed in stomach, but obesity is rarely connected with fat consumption. Obesity fats created by body, speaking oversimplified from glucose that was not used for providing energy to the brain and other body parts.

So, chitin could lower risk of different liver issues connected with fat consumption, but hardly could do anything about obesity.